Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962858.6456 | 846085.6792 | 116772.9664 | 3848306.5573 | 1444622.4266 | 2403684.1306 |
Total P&L (%) | 962.8586 | 846.0857 | 116.773 | 3848.3066 | 1444.6224 | 2403.6841 |
Avg Daily Profit (%) | 0.5111 | 0.4492 | 0.062 | 0.1953 | 0.1454 | 0.1711 |
Buy And Hold Return (%) | 292.1935 | 292.1935 | 292.1935 | 292.1935 | 292.1935 | 292.1935 |
Max Trade Drawdown | -81407 | -67399 | -83557 | -2866438 | -1652935 | -1413945 |
Profit Factor | 2.743 | 3.8909 | 1.4495 | 1.3343 | 1.2221 | 1.48 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 37.6344 | 34.0426 | 41.3043 | 37.6344 | 34.0426 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.5455 | 7.5387 | 2.0599 | 2.2111 | 2.3678 | 2.1031 |
Largest Winning Trade | 372315 | 372315 | 60553 | 2157586 | 2157586 | 1908793 |
Largest Losing Trade | -30726 | -29205 | -30726 | -744661 | -744661 | -622725 |
Avg Bars in Trades | 238 | 209 | 268 | 238 | 209 | 268 |
Avg Bars in Winners | 457 | 403 | 503 | 457 | 403 | 503 |
Avg Bars in Losers | 106 | 109 | 102 | 106 | 109 | 102 |
Bars Traded | 22209 | 9866 | 12343 | 22209 | 9866 | 12343 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306778 | 281536 | -277129 | 174286 | -5285 | 243987 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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